+1,425.2%
AMAT vs SHW
+343.1%
+1,082.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +5.9% | +6.0% |
| 7D | +7.0% | -2.1% | +9.1% | +8.8% |
| 30D | -20.6% | +11.1% | -31.7% | -26.2% |
| 3M | -24.8% | -2.2% | -22.6% | -24.7% |
| 6M | -10.7% | +14.3% | -25.1% | -20.4% |
| YTD | +54.3% | +10.6% | +43.7% | +40.0% |
| 1Y | +73.7% | +4.1% | +69.7% | +63.9% |
| 3Y | +168.4% | +42.9% | +125.6% | +99.2% |
| 5Y | +167.6% | +14.2% | +153.4% | +126.3% |
| 10Y | +1,425.2% | +346.7% | +1,078.5% | +481.2% |
| All | +1,425.2% | +343.1% | +1,082.1% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling